Ticker
- Channel:
ticker:{pair}- e.g.ticker:BTCAUD
The ticker channel broadcasts every update to the ticker, with more frequent updates around the end of session.
Example
> {"topic": "ticker:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"ticker:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:19.886682Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"init"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:20.590072Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"update"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:20.653583Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"update"}
Auction
- Channel:
auction:{pair}- e.g.auction:BTCAUD
The auction channel broadcasts real-time auction status and auction data.
Example
> {"topic": "auction:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"auction:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"event":"phx_reply"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:23.596154Z","auction_volume":"0.22600000"},"event":"init"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:36.494208Z","auction_volume":"0.23400000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16630.00000000","imbalance":"buy","current_time":"2020-08-11T00:57:43.668218Z","auction_volume":"0.94500000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:50.962850Z","auction_volume":"0.28400000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:54.583876Z","auction_volume":"0.35300000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:56.368605Z","auction_volume":"0.35500000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16670.00000000","imbalance":"buy","current_time":"2020-08-11T00:57:59.848253Z","auction_volume":"1.85000000"},"event":"update"}
Book
- Channel:
book:{pair}- e.g.book:BTCAUD
The book channel broadcasts every update to the order book. Multiple updates may be aggregated into a single message. The init event returns the initial Level 2 order book.
Example
> {"topic": "book:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"book:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[["13900.00000000","0.02900000"],["13890.00000000","0.09000000"],["13880.00000000","0.09400000"],["13870.00000000","0.11500000"],["13860.00000000","0.06000000"],["13850.00000000","0.12000000"],["13840.00000000","0.05800000"],["13830.00000000","0.00800000"],["13440.00000000","0.00100000"]],"asks":[["13910.00000000","0.00600000"],["13920.00000000","0.04200000"],["13930.00000000","0.03900000"],["13940.00000000","0.06300000"],["13950.00000000","0.12900000"],["13960.00000000","0.12400000"],["13970.00000000","0.13200000"],["13980.00000000","0.19000000"],["13990.00000000","0.15400000"],["14000.00000000","0.13900000"],["14010.00000000","0.13400000"],["14020.00000000","0.13200000"],["14030.00000000","0.07500000"]]},"event":"init"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13940.00000000","0.06500000"]]},"event":"update"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13990.00000000","0.16400000"]]},"event":"update"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13910.00000000","0.00500000"]]},"event":"update"}
Trades
- Channel:
trades:{pair}- e.g.trades:BTCAUD
The trades channel broadcasts every new trade. Multiple trades may be aggregated into a single message. The init event returns the last 50 trades.
Example
> {"topic": "trades:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"trades:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"value":"15.51","timestamp":"2018-10-31T15:59:58.000001Z","tid":131737,"taker_side":"auction","size":"0.00100000","price":"15510.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:47.437271Z","tid":1695805,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"13.94","timestamp":"2018-03-07T05:24:39.051446Z","tid":1695804,"taker_side":"buy","size":"0.00100000","price":"13940.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:24:36.211931Z","tid":1695803,"taker_side":"buy","size":"0.00100000","price":"13930.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:35.200984Z","tid":1695802,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"13.92","timestamp":"2018-03-07T05:24:33.203475Z","tid":1695801,"taker_side":"sell","size":"0.00100000","price":"13920.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:28.818919Z","tid":1695800,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:28.818518Z","tid":1695799,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"55.72","timestamp":"2018-03-07T05:24:24.111650Z","tid":1695797,"taker_side":"buy","size":"0.00400000","price":"13930.00000000"},{"value":"27.84","timestamp":"2018-03-07T05:24:17.659544Z","tid":1695795,"taker_side":"sell","size":"0.00200000","price":"13920.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:24:13.991808Z","tid":1695794,"taker_side":"sell","size":"0.00200000","price":"13960.00000000"},{"value":"55.84","timestamp":"2018-03-07T05:24:13.724818Z","tid":1695793,"taker_side":"sell","size":"0.00400000","price":"13960.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:24:12.660579Z","tid":1695792,"taker_side":"sell","size":"0.00300000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:24:12.370860Z","tid":1695791,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:24:12.370493Z","tid":1695790,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"55.80","timestamp":"2018-03-07T05:24:10.838528Z","tid":1695789,"taker_side":"buy","size":"0.00400000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:24:10.141425Z","tid":1695788,"taker_side":"buy","size":"0.00100000","price":"13950.00000000"},{"value":"13.92","timestamp":"2018-03-07T05:24:09.540143Z","tid":1695787,"taker_side":"sell","size":"0.00100000","price":"13920.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:09.539512Z","tid":1695786,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:08.988853Z","tid":1695785,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:08.859489Z","tid":1695784,"taker_side":"sell","size":"0.00200000","price":"13930.00000000"},{"value":"55.76","timestamp":"2018-03-07T05:24:07.382497Z","tid":1695783,"taker_side":"sell","size":"0.00400000","price":"13940.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:24:05.538235Z","tid":1695782,"taker_side":"sell","size":"0.00100000","price":"13930.00000000"},{"value":"41.79","timestamp":"2018-03-07T05:24:05.537697Z","tid":1695781,"taker_side":"sell","size":"0.00300000","price":"13930.00000000"},{"value":"69.65","timestamp":"2018-03-07T05:24:04.835314Z","tid":1695780,"taker_side":"sell","size":"0.00500000","price":"13930.00000000"},{"value":"55.72","timestamp":"2018-03-07T05:24:04.383323Z","tid":1695779,"taker_side":"sell","size":"0.00400000","price":"13930.00000000"},{"value":"41.85","timestamp":"2018-03-07T05:23:59.145253Z","tid":1695775,"taker_side":"sell","size":"0.00300000","price":"13950.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:23:57.689887Z","tid":1695774,"taker_side":"buy","size":"0.00300000","price":"13940.00000000"},{"value":"69.65","timestamp":"2018-03-07T05:23:57.459715Z","tid":1695773,"taker_side":"sell","size":"0.00500000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:23:57.459246Z","tid":1695772,"taker_side":"sell","size":"0.00200000","price":"13930.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:23:38.442253Z","tid":1695770,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:23:37.707822Z","tid":1695769,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.926000Z","tid":1695768,"taker_side":"sell","size":"0.00100000","price":"13960.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.910737Z","tid":1695767,"taker_side":"buy","size":"0.00100000","price":"13960.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:22:52.910316Z","tid":1695766,"taker_side":"buy","size":"0.00200000","price":"13960.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:22:52.798435Z","tid":1695765,"taker_side":"sell","size":"0.00100000","price":"13930.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:22:52.797956Z","tid":1695764,"taker_side":"sell","size":"0.00300000","price":"13940.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.589386Z","tid":1695763,"taker_side":"buy","size":"0.00100000","price":"13960.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:52.588828Z","tid":1695762,"taker_side":"buy","size":"0.00100000","price":"13950.00000000"},{"value":"13.94","timestamp":"2018-03-07T05:22:36.435873Z","tid":1695761,"taker_side":"sell","size":"0.00100000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:36.264997Z","tid":1695760,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:22:34.119121Z","tid":1695759,"taker_side":"buy","size":"0.00200000","price":"13960.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:32.217855Z","tid":1695758,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:31.677659Z","tid":1695757,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:31.677307Z","tid":1695756,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.447211Z","tid":1695755,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:31.319633Z","tid":1695754,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.179571Z","tid":1695753,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.115029Z","tid":1695752,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:30.703467Z","tid":1695751,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"}]},"event":"init"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:50.935274Z","tid":1695809,"taker_side":"buy","size":"0.00100000","price":"13930.00000000"}]},"event":"new"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:53.418513Z","tid":1695812,"taker_side":"sell","size":"0.00200000","price":"13920.00000000"},{"timestamp":"2018-03-07T05:24:53.419098Z","tid":1695813,"taker_side":"sell","size":"0.00100000","price":"13910.00000000"},{"timestamp":"2018-03-07T05:24:53.419470Z","tid":1695814,"taker_side":"sell","size":"0.00100000","price":"13910.00000000"}]},"event":"new"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:54.305906Z","tid":1695815,"taker_side":"sell","size":"0.00400000","price":"13910.00000000"}]},"event":"new"}
Private
The private channel broadcasts updates of your account, orders and fills, these updates come from the same channel however using different events. See the above Raw WebSocket section on how to join this channel.
It is up to the users to route these events to different handlers as subscribing to the private channel gives the user all of the below events.
- Channel:
private
Order Event
- Event:
private:order
Order events are broadcasted when there are updates to any of your orders, these include: booked orders, fills, partial fills and cancellations.
Example of event payload
< {"topic":"private", "event": "private:order","ref":null,"payload":{
"order":{
"type": "LMT",
"timestamp": "2018-08-28T05:28:13.615499Z",
"time_in_force": "GTC",
"status": "booked",
"size": "0.01000000",
"side": "buy",
"ref": "",
"product_id": "BTCAUD",
"price": "9380.00000000",
"oid": 280126227,
"filled": "0.00000000",
"client_number": "STG100000033"
}
}}
Fill Event
- Event:
private:fill
Fills events will be broadcasted only when fills occur for your open orders, multiple partial fills will trigger multiple fill events.
Example of event payload
< {"topic":"private", "event": "private:fill","ref":null,"payload":{
"fill":{
"value": "93.82",
"timestamp": "2018-08-28T05:16:37.405702Z",
"tid": 9130900,
"size": "0.01000000",
"side": "buy",
"product_id": "BTCAUD",
"price": "9382.00000000",
"oid": 280117631,
"liquidity": "taker"
}
}}
Account Event
- Event:
private:account
Account event is broadcasted for any account which the balance has changed.
Example of event payload
< {"topic":"private", "event": "private:account","ref":null,"payload":{
"account":{
"type": "cash",
"number": "STG100000033AUD",
"hold": "93.80",
"balance": "10339.59",
"available": "10245.79",
"asset_code": "AUD"
}
}}